+339.6%
AU vs FROG
+22.9%
+316.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -2.1% |
| 7D | -3.6% | -11.3% | +7.6% | -2.7% |
| 30D | +23.9% | +3.6% | +20.2% | +23.4% |
| 3M | +19.1% | +1.7% | +17.4% | +18.6% |
| 6M | -0.2% | +123.5% | -123.7% | -6.6% |
| YTD | +32.5% | +40.2% | -7.8% | +27.5% |
| 1Y | +96.9% | +81.0% | +16.0% | +85.2% |
| 3Y | +614.7% | +194.8% | +420.0% | +528.5% |
| 5Y | +647.7% | +131.8% | +515.9% | +542.9% |
| All | +339.6% | +22.9% | +316.7% | +278.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling